TY  - JOUR
TI  - CAViaR
AU  - Robert F Engle
AU  - Simone Manganelli
JO  - Journal of Business & Economic Statistics
PY  - 2004
VL  - 22
IS  - 4
DO  - 10.1198/073500104000000370
UR  - https://doi.org/10.1198/073500104000000370
ER  -


TY  - JOUR
TI  - Coherent Measures of Risk
AU  - Philippe Artzner
AU  - Freddy Delbaen
AU  - Jean‐Marc Eber
AU  - David Heath
JO  - Mathematical Finance
PY  - 1999
VL  - 9
IS  - 3
DO  - 10.1111/1467-9965.00068
UR  - https://doi.org/10.1111/1467-9965.00068
ER  -


TY  - JOUR
TI  - On the network topology of variance decompositions: Measuring the connectedness of financial firms
AU  - Francis X. Diebold
AU  - Kamil Yılmaz
JO  - Journal of Econometrics
PY  - 2014
VL  - 182
IS  - 1
DO  - 10.1016/j.jeconom.2014.04.012
UR  - https://doi.org/10.1016/j.jeconom.2014.04.012
ER  -


TY  - JOUR
TI  - Conditional value-at-risk for general loss distributions
AU  - Ralph Tyrrell Rockafellar
AU  - Stan Uryasev
JO  - Journal of Banking & Finance
PY  - 2002
VL  - 26
IS  - 7
DO  - 10.1016/s0378-4266(02)00271-6
UR  - https://doi.org/10.1016/s0378-4266(02)00271-6
ER  -


TY  - JOUR
TI  - Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
AU  - Alexander J. McNeil
AU  - Rüdiger Frey
JO  - Journal of Empirical Finance
PY  - 2000
VL  - 7
IS  - 3-4
DO  - 10.1016/s0927-5398(00)00012-8
UR  - https://doi.org/10.1016/s0927-5398(00)00012-8
ER  -


TY  - JOUR
TI  - On the coherence of expected shortfall
AU  - Carlo Acerbi
AU  - Dirk Tasche
JO  - Journal of Banking & Finance
PY  - 2002
VL  - 26
IS  - 7
DO  - 10.1016/s0378-4266(02)00283-2
UR  - https://doi.org/10.1016/s0378-4266(02)00283-2
ER  -